Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables

Business & Finance, Economics, Economic History
Cover of the book Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables by Charles Stockton Roehrig, Taylor and Francis
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Charles Stockton Roehrig ISBN: 9781351140508
Publisher: Taylor and Francis Publication: March 5, 2018
Imprint: Routledge Language: English
Author: Charles Stockton Roehrig
ISBN: 9781351140508
Publisher: Taylor and Francis
Publication: March 5, 2018
Imprint: Routledge
Language: English

Originally published in 1984. This book brings together a reasonably complete set of results regarding the use of Constraint Item estimation procedures under the assumption of accurate specification. The analysis covers the case of all explanatory variables being non-stochastic as well as the case of identified simultaneous equations, with error terms known and unknown. Particular emphasis is given to the derivation of criteria for choosing the Constraint Item. Part 1 looks at the best CI estimators and Part 2 examines equation by equation estimation, considering forecasting accuracy.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Originally published in 1984. This book brings together a reasonably complete set of results regarding the use of Constraint Item estimation procedures under the assumption of accurate specification. The analysis covers the case of all explanatory variables being non-stochastic as well as the case of identified simultaneous equations, with error terms known and unknown. Particular emphasis is given to the derivation of criteria for choosing the Constraint Item. Part 1 looks at the best CI estimators and Part 2 examines equation by equation estimation, considering forecasting accuracy.

More books from Taylor and Francis

Cover of the book Mahayana Buddhism by Charles Stockton Roehrig
Cover of the book Computer Aided Policy Making by Charles Stockton Roehrig
Cover of the book Globalization and the Human Factor by Charles Stockton Roehrig
Cover of the book Why Siblings Matter by Charles Stockton Roehrig
Cover of the book Globalization by Charles Stockton Roehrig
Cover of the book Routledge Philosophy GuideBook to Wittgenstein and the Tractatus by Charles Stockton Roehrig
Cover of the book Asian and Hispanic Immigrant Women in the Work Force by Charles Stockton Roehrig
Cover of the book Academic Quality Handbook Rb by Charles Stockton Roehrig
Cover of the book Education For A New Society (RLE Edu L Sociology of Education) by Charles Stockton Roehrig
Cover of the book Magic: The Basics by Charles Stockton Roehrig
Cover of the book Ausonius of Bordeaux by Charles Stockton Roehrig
Cover of the book Beast and Man by Charles Stockton Roehrig
Cover of the book Behavioural Aspects of Auditors' Evidence Evaluation by Charles Stockton Roehrig
Cover of the book Researching for the Media by Charles Stockton Roehrig
Cover of the book Learning about Linguistics (RLE Linguistics A: General Linguistics) by Charles Stockton Roehrig
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy